Generally, they come out without a problem. Sometimes they get hung up in very packed soil (especially if I pound them in too deep) or if they hit roots or rocks on the way up.
One trick I learned is to pour some water into the hole and let it sit for a while if they give me a hard time - this helps a lot in the packed soil scenario.
Really just knowing how deep to put them (and no deeper) helps a lot based on soil type. Looser soil = deeper